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IDTitle of StrategyMarkets TradedInstruments AvailableComplexityBacktest Period SourceBacktest LengthIndicative PerformanceVolatilityMaximum DrawdownSharpe Ratio
805Quantpedia Premium (Buy Premium account to see this strategy)         
417Quantpedia Premium (Buy Premium account to see this strategy)         
513Quantpedia Premium (Buy Premium account to see this strategy)         
290Consistent Momentum StrategyequitiesstocksComplex strategy1980-20113216.08%25.33% 0.48
650Quantpedia Premium (Buy Premium account to see this strategy)         
21Momentum Effect in CommoditiescommoditiesCFDs, futuresSimple strategy1979-20042614.6%25.57% 0.57
25Size Factor – Small Capitalization Stocks PremiumequitiesstocksComplex strategy1926-2017926.1%25.6% 0.24
641Quantpedia Premium (Buy Premium account to see this strategy)         
722Quantpedia Premium (Buy Premium account to see this strategy)         
266Quantpedia Premium (Buy Premium account to see this strategy)         
499Quantpedia Premium (Buy Premium account to see this strategy)         
107Quantpedia Premium (Buy Premium account to see this strategy)         
207Value Factor – CAPE Effect within CountriesequitiesETFsModerately complex strategy1980-20113214.7%26.1%-17.8%0.56
792Quantpedia Premium (Buy Premium account to see this strategy)         
490Quantpedia Premium (Buy Premium account to see this strategy)         
344Quantpedia Premium (Buy Premium account to see this strategy)         
754Quantpedia Premium (Buy Premium account to see this strategy)         
23Quantpedia Premium (Buy Premium account to see this strategy)         
386Quantpedia Premium (Buy Premium account to see this strategy)         
92Quantpedia Premium (Buy Premium account to see this strategy)         
We've found 82 Free and 746 Premium strategiesUpgrade to Premium to unlock Premium strategies

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